BVT Call 145 NVO 20.12.2024
/ DE000VD0HDA8
BVT Call 145 NVO 20.12.2024/ DE000VD0HDA8 /
10/16/2024 8:00:26 PM |
Chg.-0.007 |
Bid9:07:08 AM |
Ask9:07:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.119EUR |
-5.56% |
0.115 Bid Size: 23,000 |
0.125 Ask Size: 23,000 |
Novo Nordisk |
145.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VD0HDA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Novo Nordisk |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/19/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
80.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-2.50 |
Time value: |
0.13 |
Break-even: |
134.57 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
2.39 |
Spread abs.: |
0.01 |
Spread %: |
8.06% |
Delta: |
0.15 |
Theta: |
-0.04 |
Omega: |
11.84 |
Rho: |
0.03 |
Quote data
Open: |
0.115 |
High: |
0.119 |
Low: |
0.115 |
Previous Close: |
0.126 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.77% |
1 Month |
|
|
-77.96% |
3 Months |
|
|
-86.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.119 |
1M High / 1M Low: |
0.580 |
0.102 |
6M High / 6M Low: |
1.470 |
0.102 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.139 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.232 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.759 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
290.14% |
Volatility 6M: |
|
227.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |